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Trading Spot using Future data (Big Orders flow, Time and Sale)

  • #261
  • Edited 5:16pm Apr 26, 2010 4:38pm | Edited 5:16pm
I'm sorry for today that I have not posted.

I hadn't so much time , but I was also trying another platform, Sierra Chart, that now provides some new tools quite similar and useful like on NT to make volume analisys, and the most interesting thing is that is low cost and provides historical quote, this is what prompted me to do this test. The cons is that I compared it with NT quotes and there are some discrepancy in Bid/Ask quotes, so tomorrow I will compare again and try to understand which is more reliable. I think that for bid/ask quote is more reliable NT, but Volume at Price is more accurate on SC cos I think based on real volume like GomVolumeProfile, and not on approssimation like PriceVolumeHistogram or calculateValureHisto etc.

Below some screenshoots.

Lubo.

Edit: about visual impact NT is better.
Attached Image(s) (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #262
  • Apr 27, 2010 5:26pm Apr 27, 2010 5:26pm
Some EU analisys with SC.

Volume at Price.
Attached Image(s) (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #263
  • Apr 27, 2010 5:27pm Apr 27, 2010 5:27pm
Bid/Ask chart with bid ask volume and total volume
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #264
  • Apr 27, 2010 5:28pm Apr 27, 2010 5:28pm
Cumulative delta bars.
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #265
  • Apr 30, 2010 8:15am Apr 30, 2010 8:15am
What's going on? Are the demos over?
  • #266
  • May 1, 2010 2:19am May 1, 2010 2:19am
Quoting saunga2nd3
What's going on? Are the demos over?

Ahahahahahah, no only my time was little over.

BTW I'm back.

After testing Sierra Chart and compared it to NT, I decided to use NT, it's better, data feed is accurate and visual analisys is higher.

I settet up a restricted chatroom, for trading in real time, only registered user can access, PM me for more info.

Lubo.
If I know how, I tell You!! Few but Good!!
  • #267
  • May 1, 2010 2:37am May 1, 2010 2:37am
Updated the first post with chatroom link.

Lubo.
If I know how, I tell You!! Few but Good!!
  • #268
  • May 1, 2010 2:48am May 1, 2010 2:48am
Quoting LuboLabo
Ahahahahahah, no only my time was little over.

BTW I'm back.

After testing Sierra Chart and compared it to NT, I decided to use NT, it's better, data feed is accurate and visual analisys is higher.

I settet up a restricted chatroom, for trading in real time, only registered user can access, PM me for more info.

Lubo.


really ? So, SC is not good ? They should have historical delta bars though...wish NT would have that to see daily delta bars as well.

What do u mean that datafeed is not accurate ?
  • #269
  • May 1, 2010 2:51am May 1, 2010 2:51am
what datafeed you used by the way ?

One chart does look like it's a bit off (delta bars i mean)...

can you show me daily delta bars on eur continous chart (if there is that)?
  • #270
  • May 1, 2010 2:54am May 1, 2010 2:54am
Quoting lumesh
what datafeed you used by the way ?

One chart does look like it's a bit off (delta bars i mean)...

can you show me daily delta bars on eur continous chart (if there is that)?
On SC I used OEC, and SC historical backfill, but I found it not very accurate.
On NT I use Zen-Fire, and it is accurate.

Lubo.
If I know how, I tell You!! Few but Good!!
  • #271
  • Edited 5:30am May 1, 2010 3:16am | Edited 5:30am
These are yesterday EUR Delta Bars on SC.

Lubo.
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #272
  • May 1, 2010 5:33am May 1, 2010 5:33am
And these are yestarday EUR Delta Bars on NT.
There's not so much difference, but they are not the same.

Lubo.
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #273
  • May 1, 2010 5:52am May 1, 2010 5:52am
Quoting LuboLabo
And these are yestarday EUR Delta Bars on NT.
There's not so much difference, but they are not the same.

Lubo.

yes, zen should top OEC i would think.

what package did u order with SC and can you please show me delta bars on a DAILY chart...if possible...must be continous chart i guess.
  • #274
  • May 1, 2010 6:59am May 1, 2010 6:59am
Quoting lumesh
yes, zen should top OEC i would think.

what package did u order with SC and can you please show me delta bars on a DAILY chart...if possible...must be continous chart i guess.
This is 15 day daily chart with delta bars continuation.

Lubo
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #275
  • May 2, 2010 4:03am May 2, 2010 4:03am
yea i prefer ninjatrader with the gompackage

im testing out r/t investor. its free and u can see a simulated market with delta. its just like a real market so its good to practice on and so far i like it alot

pricing aint bad either but i havent really checked into that

i had an amazing day trading cable on a 50 volume chart which is my usual setup and delta bars

lost track of pips. nailed every swing high of the day as in shorted every rally till an hour before closing
just takes practice and chart watching and ull notice a big difference in ur trading
  • #276
  • May 2, 2010 4:25am May 2, 2010 4:25am
Quoting boxingislife
yea i prefer ninjatrader with the gompackage

im testing out r/t investor. its free and u can see a simulated market with delta. its just like a real market so its good to practice on and so far i like it alot

pricing aint bad either but i havent really checked into that

i had an amazing day trading cable on a 50 volume chart which is my usual setup and delta bars

lost track of pips. nailed every swing high of the day as in shorted every rally till an hour before closing
just takes practice and chart watching and ull notice a big difference...
I have triyed, some time ago for 1 month Investor rt, is a good platform, but u can do the same with NT, the only pros is that u can have historical bid/ask backfill.

Lubo.

P.s. with NT I can use footprint chart, with Investor rt no, u have to use Market Delta, that is the same with footprint chart.
If I know how, I tell You!! Few but Good!!
  • #277
  • Edited 12:58pm May 3, 2010 12:41pm | Edited 12:58pm
Expected down move as Price reacted as off sell on the biggest volume at price.

Asian open session picture.
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #278
  • May 3, 2010 12:52pm May 3, 2010 12:52pm
Delta divergence on low and pirice come back up to the 3190 level, look at previous pic, and now range on that level.
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #279
  • May 4, 2010 1:01am May 4, 2010 1:01am
GU morning view.
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
  • #280
  • May 4, 2010 1:35am May 4, 2010 1:35am
Hi LuboLabo,

When is your start time for TPO value calculation? 12am Central Time or 5pm Central Time?

Thanks.
L-plater forex trader - time and risk management
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